Regularized robust optimization: the optimal portfolio execution case (Q2376119): Difference between revisions

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Latest revision as of 13:38, 6 July 2024

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Regularized robust optimization: the optimal portfolio execution case
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    Regularized robust optimization: the optimal portfolio execution case (English)
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    26 June 2013
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    robust optimization
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    estimation errors
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    portfolio optimization
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    price impact
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